Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49092.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45030.79 Kr¶

PnL: ---------------------------------------> -25.21 Kr¶

DD now: ---------------------------------> -7.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 18:30:35.666680'

Anic Portfolio¶

Today¶

Return: -1.26 %¶

This Week¶

Return: -0.428 %¶

Total portfolio value¶

Return including deposits: 60.716 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -2.410000 2149.200000 106.200000 5.200000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.890000 904.000000 50.000000 5.850000 854.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 0.690000 1023.750000 43.750000 4.460000 980.000000
Hexatronic Group 12 0.570000 1007.520000 40.520000 4.190000 966.999996
JM 6 -0.660000 896.400000 32.400000 3.750000 864.000000
Catena 2 -1.760000 824.000000 32.000000 4.040000 792.000000
OX2 13 1.630000 970.450000 20.450000 2.150000 949.999999
Platzer Fastigheter Holding B 12 -4.350000 975.600000 14.600000 1.520000 960.999996
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
AcadeMedia 8 -0.690000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
BioGaia B 8 -2.440000 927.200000 -2.800000 -0.300000 930.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
ASSA ABLOY B 3 -1.310000 769.500000 -9.500000 -1.220000 779.000001
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
VEF 909 -3.810000 1836.180000 -13.820000 -0.750000 1850.000436
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -0.820000 910.750000 -29.250000 -3.110000 940.000000
Alimak Group 11 -2.400000 896.500000 -31.500000 -3.390000 927.999996
Indutrade 5 -0.970000 1178.500000 -39.500000 -3.240000 1218.000000
Latour B 4 -0.100000 815.200000 -41.800000 -4.880000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Sedana Medical 93 -7.760000 2455.200000 -65.800000 -2.610000 2521.000011
Bufab 3 -1.430000 1035.600000 -73.400000 -6.620000 1109.000001
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
Hexagon B 26 -2.800000 3337.100000 -123.900000 -3.580000 3461.000010
TOTAL 45030.790000 -25.210000 -7.58282% 45056.000411

Updated:¶

'2023-07-05 18:30:52.746457'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶